Connections between GARCH and stochastic coefficients (SC) models
| Year of publication: |
1994
|
|---|---|
| Authors: | Swamy, P. A. V. B. ; Tavlas, George S. |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 46.1994, 1, p. 7-10
|
| Publisher: |
Elsevier |